Asymptotic Results for Multinomial Models
In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have no...
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2021
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oai:doaj.org-article:80aa35ec2de34cefab152876047348212021-11-25T19:07:20ZAsymptotic Results for Multinomial Models10.3390/sym131121732073-8994https://doaj.org/article/80aa35ec2de34cefab152876047348212021-11-01T00:00:00Zhttps://www.mdpi.com/2073-8994/13/11/2173https://doaj.org/toc/2073-8994In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have non-negative components that add up to 1. Based on these results, we obtained confidence ellipsoids and simultaneous confidence intervals for models with normal limit distributions. We then studied the covariance matrices of the limit normal distributions for the multinomial models. This was a transition between the previous general results and on the inference for multinomial models in which we considered the chi-square tests, confidence regions and non-linear statistics—namely log-linear models with two numerical applications to those models. Namely, our approach overcame the hierarchical restrictions assumed to analyse the multidimensional contingency table.Isaac AkotoJoão T. MexiaFilipe J. MarquesMDPI AGarticleconfidence ellipsoidscovariance matriceslimit distributionsclassificationnon-linear modelsMathematicsQA1-939ENSymmetry, Vol 13, Iss 2173, p 2173 (2021) |
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confidence ellipsoids covariance matrices limit distributions classification non-linear models Mathematics QA1-939 |
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confidence ellipsoids covariance matrices limit distributions classification non-linear models Mathematics QA1-939 Isaac Akoto João T. Mexia Filipe J. Marques Asymptotic Results for Multinomial Models |
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In this work, we derived new asymptotic results for multinomial models. To obtain these results, we started by studying limit distributions in models with a compact parameter space. This restriction holds since the key parameter whose components are the probabilities of the possible outcomes have non-negative components that add up to 1. Based on these results, we obtained confidence ellipsoids and simultaneous confidence intervals for models with normal limit distributions. We then studied the covariance matrices of the limit normal distributions for the multinomial models. This was a transition between the previous general results and on the inference for multinomial models in which we considered the chi-square tests, confidence regions and non-linear statistics—namely log-linear models with two numerical applications to those models. Namely, our approach overcame the hierarchical restrictions assumed to analyse the multidimensional contingency table. |
format |
article |
author |
Isaac Akoto João T. Mexia Filipe J. Marques |
author_facet |
Isaac Akoto João T. Mexia Filipe J. Marques |
author_sort |
Isaac Akoto |
title |
Asymptotic Results for Multinomial Models |
title_short |
Asymptotic Results for Multinomial Models |
title_full |
Asymptotic Results for Multinomial Models |
title_fullStr |
Asymptotic Results for Multinomial Models |
title_full_unstemmed |
Asymptotic Results for Multinomial Models |
title_sort |
asymptotic results for multinomial models |
publisher |
MDPI AG |
publishDate |
2021 |
url |
https://doaj.org/article/80aa35ec2de34cefab15287604734821 |
work_keys_str_mv |
AT isaacakoto asymptoticresultsformultinomialmodels AT joaotmexia asymptoticresultsformultinomialmodels AT filipejmarques asymptoticresultsformultinomialmodels |
_version_ |
1718410287461171200 |